UBS Call 118 SAP 17.06.2024
/ CH1237835959
UBS Call 118 SAP 17.06.2024/ CH1237835959 /
| 2024-05-28 7:37:41 PM |
Chg.-0.330 |
Bid9:01:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.940EUR |
-5.26% |
5.920
Bid Size: 5,000 |
-
Ask Size: - |
SAP SE O.N. |
118.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL0F9Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-16 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.27 |
| Intrinsic value: |
6.24 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
6.24 |
| Time value: |
-0.08 |
| Break-even: |
179.60 |
| Moneyness: |
1.53 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.08 |
| Spread abs.: |
-0.11 |
| Spread %: |
-1.75% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.330 |
| High: |
6.360 |
| Low: |
5.900 |
| Previous Close: |
6.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.04% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
+7.41% |
| YTD |
|
|
+140.49% |
| 1 Year |
|
|
+266.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.340 |
6.190 |
| 1M High / 1M Low: |
6.340 |
5.130 |
| 6M High / 6M Low: |
6.540 |
2.150 |
| High (YTD): |
2024-03-26 |
6.540 |
| Low (YTD): |
2024-01-04 |
2.150 |
| 52W High: |
2024-03-26 |
6.540 |
| 52W Low: |
2023-07-26 |
1.210 |
| Avg. price 1W: |
|
6.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.134 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
37.85% |
| Volatility 6M: |
|
80.72% |
| Volatility 1Y: |
|
89.72% |
| Volatility 3Y: |
|
- |
